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statsmodels 0.14.4
statsmodels.tsa.vector_ar.svar_model.SVARResults.to_vecm
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statsmodels
statsmodels 0.14.4
statsmodels
statsmodelsのインストール
はじめに
ユーザーガイド
ユーザーガイド
背景
回帰モデルと線形モデル
時系列分析
時系列分析
時系列分析 tsa
状態空間法による時系列解析 statespace
ベクトル自己回帰 tsa.
vector_
ar
ベクトル自己回帰 tsa.
vector_
ar
VAR
(p) プロセス
インパルス応答解析
予測誤差分散分解
(FEVD)
統計的検定
構造ベクトルの自己回帰
構造ベクトルの自己回帰
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SVARResults.
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effects
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svar_
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SVARResults.
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rep
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vector_
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svar_
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SVARResults.
mean
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SVARResults.
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sample_
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ar.
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to_
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statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
to_
vecm
Contents
M
SVARResults.
to_
vecm
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
aic
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
bic
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
bse
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
detomega
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
df_
model
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
df_
resid
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
fittedvalues
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
fpe
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
hqic
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
info_
criteria
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
llf
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
pvalues
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
pvalues_
dt
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
pvalues_
endog_
lagged
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
resid
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
resid_
corr
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
roots
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
sigma_
u_
mle
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
stderr
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
stderr_
dt
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
stderr_
endog_
lagged
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
tvalues
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
tvalues_
dt
statsmodels.
tsa.
vector_
ar.
svar_
model.
SVARResults.
tvalues_
endog_
lagged
ベクトル誤り訂正モデル
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Contents
M
SVARResults.
to_
vecm
statsmodels.tsa.vector_ar.svar_model.SVARResults.to_vecm
¶
SVARResults.
to_vecm
(
)
¶
最終更新日: 2025年01月28日